Signify NV (SFFYF)
30.60
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Signify Max Drawdown (5Y): 59.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.55% |
March 31, 2024 | 59.55% |
February 29, 2024 | 59.55% |
January 31, 2024 | 59.55% |
December 31, 2023 | 59.55% |
November 30, 2023 | 59.55% |
October 31, 2023 | 59.55% |
September 30, 2023 | 59.55% |
August 31, 2023 | 59.55% |
July 31, 2023 | 59.55% |
June 30, 2023 | 59.55% |
May 31, 2023 | 59.55% |
April 30, 2023 | 59.55% |
March 31, 2023 | 59.55% |
February 28, 2023 | 59.55% |
January 31, 2023 | 59.55% |
December 31, 2022 | 59.55% |
November 30, 2022 | 59.55% |
October 31, 2022 | 59.55% |
September 30, 2022 | 54.23% |
August 31, 2022 | 51.91% |
July 31, 2022 | 49.61% |
June 30, 2022 | 49.61% |
May 31, 2022 | 49.61% |
April 30, 2022 | 49.61% |
Date | Value |
---|---|
March 31, 2022 | 49.61% |
February 28, 2022 | 49.61% |
January 31, 2022 | 49.61% |
December 31, 2021 | 49.61% |
November 30, 2021 | 49.61% |
October 31, 2021 | 49.61% |
September 30, 2021 | 49.61% |
August 31, 2021 | 49.61% |
July 31, 2021 | 49.61% |
June 30, 2021 | 49.61% |
May 31, 2021 | 49.61% |
April 30, 2021 | 49.61% |
March 31, 2021 | 49.61% |
February 28, 2021 | 49.61% |
January 31, 2021 | 49.61% |
December 31, 2020 | 49.61% |
November 30, 2020 | 49.61% |
October 31, 2020 | 49.61% |
September 30, 2020 | 49.61% |
August 31, 2020 | 49.61% |
July 31, 2020 | 49.61% |
June 30, 2020 | 49.61% |
May 31, 2020 | 49.61% |
April 30, 2020 | 49.61% |
March 31, 2020 | 40.98% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
4.92%
Minimum
May 2019
59.55%
Maximum
Oct 2022
46.09%
Average
49.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
ICTS International NV | 85.38% |
Airbus SE | 65.00% |
Wolters Kluwer NV | 24.63% |
Randstad NV | 54.95% |
Arcadis NV | 53.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.874 |
Beta (5Y) | 0.4822 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.26% |
Historical Sharpe Ratio (5Y) | 0.0355 |
Historical Sortino (5Y) | 0.0603 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.51% |